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Short‐run Returns around the Trades of Corporate Insiders on the London Stock Exchange
8 references·16 citing·45 second hop
Short‐run Returns around the Trades of Corporate Insiders on the London Stock Exchange (2002)Short‐run Returns around the Trades of Co…Are Insiders' Trades Informative? (1998)Are Insiders' Trades Informat…Why Does Aggregate Insider Trading Predict Future Stock Returns? (1992)Why Does Aggregate Insider Tr…An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…Risk measurement when shares are subject to infrequent trading (1983)Risk measurement when shares …Measuring security price performance (1980)Measuring security price perf…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Special Information and Insider Trading (1974)Special Information and Insid…Insider Trading and the Stock Market (1967)Insider Trading and the Stock…The impact of business strategy on insider trading profitability (2019)The impact of business strate…Insider trading and networked directors (2019)Insider trading and networked…Corporate insider trading in Europe (2017)Corporate insider trading in …Relative idiosyncratic volatility and the timing of corporate insider trading (2016)Relative idiosyncratic volati…Corporate Governance Rules and Insider Trading Profits (2013)Corporate Governance Rules an…Why does shareholder protection matter for abnormal returns after reported insider purchases and sales? (2012)Why does shareholder protecti…Does the Stock Market Gender Stereotype Corporate Boards? Evidence from the Market's Reaction to Directors' Trades (2012)Does the Stock Market Gender …To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements (2010)To Trade or Not to Trade: The…The Determinants of Regulatory Compliance: An Analysis of Insider Trading Disclosures in Italy (2009)The Determinants of Regulator…Insider Trading and Corporate Governance: The Case of Germany (2009)Insider Trading and Corporate…INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD (2008)INSIDER TRADING, REGULATION, …Insider Trading, News Releases, and Ownership Concentration (2008)Insider Trading, News Release…Insider Trading in Germany — Do Corporate Insiders Exploit Inside Information? (2008)Insider Trading in Germany — …Do what insiders do (2006)Do what insiders doInsider Trading and Corporate Governance - the Case of Germany (2005)Insider Trading and Corporate…Disclosure regulation and the profitability of insider trading: Evidence from New Zealand (2004)Disclosure regulation and the…Risk measurement when shares are subject to infrequent trading (1979)Problems and Solutions in Conducting Event Studies (1990)Conducting event studies with thinly traded stocks (1993)Corporate social responsibility and firm performance in the airline industry: The moderating role of oil prices (2013)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)Common risk factors in the returns on stocks and bonds (1993)SEC Rule 10b5-1 and Insiders' Strategic Trade (2008)What Do Independent Directors Know? Evidence from Their Trading (2008)Insider trading in takeover targets (2012)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Stock return variances (1986)The theory and practice of econometrics (1986)Price, trade size, and information in securities markets (1987)Stealth-trading: Which traders' trades move stock prices? (2001)What insiders know about future earnings and how they use it: Evidence from insider trades (2003)How are shorts informed? (2012)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Using daily stock returns (1985)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)The Strength of Weak Ties (1973)Are Busy Boards Effective Monitors? (2006)Whom You Know Matters: Venture Capital Networks and Investment Performance (2007)Impact of Directors’ Network on Corporate Social Responsibility Disclosure: Evidence from China (2022)Does local knowledge spillover matter for firm productivity? The role of financial access and corporate governance (2023)CEOs' narcissism and opportunistic insider trading (2024)Event-study methodology under conditions of event-induced variance (1991)Law and Finance (1998)Ownership Structure and Insider Trading: Evidence from China (2014)Asymmetric Information and Corporate Social Responsibility (2015)Insider-trading, discretionary accruals and information asymmetry (2017)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)Insider Trading: Should It Be Prohibited? (1992)Using Privileged Information to Manipulate Markets: Insiders, Gurus, and Credibility (1992)Do insider trades reflect both contrarian beliefs and superior knowledge about future cash flow realizations? (2004)Public Disclosure and Dissimulation of Insider Trades (2001)Information Content of Insider Trades before and after the Sarbanes-Oxley Act (2010)
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References

  • 1980Measuring security price performance3,330 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1974Special Information and Insider Trading1,236 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • 1967Insider Trading and the Stock Market403 cited
  • 1992Why Does Aggregate Insider Trading Predict Future Stock Returns?348 cited
  • 1983Risk measurement when shares are subject to infrequent trading240 cited
  • 1998Are Insiders' Trades Informative?235 cited

Cited by

  • 2009Insider Trading and Corporate Governance: The Case of Germany147 cited
  • 2019Insider trading and networked directors83 cited
  • 2012Does the Stock Market Gender Stereotype Corporate Boards? Evidence from the Market's Reaction to Directors' Trades63 cited
  • 2012Why does shareholder protection matter for abnormal returns after reported insider purchases and sales?60 cited
  • 2010To Trade or Not to Trade: The Strategic Trading of Insiders around News Announcements57 cited
  • 2013Corporate Governance Rules and Insider Trading Profits57 cited
  • 2016Relative idiosyncratic volatility and the timing of corporate insider trading

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

45 cited
  • 2004Disclosure regulation and the profitability of insider trading: Evidence from New Zealand44 cited
  • 2008INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD44 cited
  • 2019The impact of business strategy on insider trading profitability42 cited
  • 2008Insider Trading in Germany — Do Corporate Insiders Exploit Inside Information?37 cited
  • 2009The Determinants of Regulatory Compliance: An Analysis of Insider Trading Disclosures in Italy35 cited
  • 2006Do what insiders do35 cited
  • 2008Insider Trading, News Releases, and Ownership Concentration30 cited
  • 2005Insider Trading and Corporate Governance - the Case of Germany30 cited
  • 2017Corporate insider trading in Europe28 cited